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I try to contribute to conclude on this subject, as follows. There is a content difference between two couples of notions discussed above:
1° citizenship does not equal nationality, as citizenship does assume a membership of a public governance, whether it has a local (a village, …, a city), a regional (= provincial) or a national (state) dimension and it does not exclude civil rights for foreigners, i.e. a person not enjoying the state nationality in the territory concerned – an example is local voting rights in EU-states for nationals of other EU-states;
2° a federal organisation is not restricted to states, to public governance over all, as federalism is an organisation system which can be used also in a private sphere, e.g. the management for common areas in private apartment buildings, and, moreover, a European Federation (EF) does not assumes automatically statehood in a classic way, reminding violence monopoly – let us suppose that the EF does not have an army nor police power.
To end with, I do join those who look at other federations than the USA, especially those which are multi-linguistic/religious like Canada, India and Switzerland.